[R-sig-ME] MCMCglmm diagnostics

Jarrod Hadfield j.hadfield at ed.ac.uk
Thu Oct 29 23:24:08 CET 2015


Hi,

1/ yes
2/ no - it means choose the number of iterations such that the number  
of *stored* iterations is about 1000-2000.  You can of course save  
more, but then the memory for storage goes up.
3/ These are for assessing convergence from multiple chains. you can  
apply them to mcmc.list objects: for example mcmc.list(m1$VCV, m2$VCV)

Cheers,

Jarrod



Quoting Iker Vaquero Alba <karraspito at yahoo.es> on Thu, 29 Oct 2015  
20:51:57 +0000 (UTC):

>
>    Hello everyone. Just 3 quick questions about MCMCglmm diagnostic tools:
>    1. When using autocorrelation(), the result I get includes  
> several lines marked as "Lag 1", "Lag 10", "Lag 50", "Lag 100" and  
> so on. In Patrick Lam's fantastic "Convergence Diagnostics" I read  
> this: "The lag k autocorrelation ρk is the correlation between every  
> draw and its kth lag. So, according to this, "Lag 1" is the  
> correlation between one sample and the sample inmediately posterior,  
> "Lag 10" the correlation between a sample and the sample 10  
> positions after, and so on. Is that right?   2. In the Course Notes,  
> it says "I usually aim to store 1,000-2,000 iterations and have the  
> autocorrelation between successive stored iterations less than 0.1."  
> Does this mean thin=1,000-2,000? Because in that case, we would be  
> storing every 1,000-2,000 iterations, right?   3. Apart from  
> autocorr() and trace and density plots, I have seen other diagnostic  
> analyses described for mcmc objects, such as Gelman and Rubin,  
> Geweke, Heidelberg-Lewis or Raftery-Lewis. However, when I try to  
> implement this in my MCMCglmm models, R shows me the message "no  
> applicable method applied to an object of class "MCMCglmm" or other  
> error messages." Are there any diagnostics tools that can be applied  
> to MCMCglmm objects other than the ones mentioned in the Course  
> Notes, autocorr() and plot()?
>    Thank you very much in advance.
>    Iker.
>  __________________________________________________________________
>
>    Iker Vaquero-Alba
>    Visiting Postdoctoral Research Associate
>    Laboratory of Evolutionary Ecology of Adaptations
>    Joseph Banks Laboratories
>    School of Life Sciences
>    University of Lincoln   Brayford Campus, Lincoln
>    LN6 7DL
>    United Kingdom
>
>    https://eric.exeter.ac.uk/repository/handle/10036/3381
>
>
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>
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